+235.4%
SAP vs VALE
+206.4%
+28.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -3.9% | -1.5% | -2.4% | -3.6% |
| 30D | +6.5% | -15.6% | +22.1% | +10.0% |
| 3M | +14.7% | -19.5% | +34.2% | +19.3% |
| 6M | +39.9% | -31.9% | +71.8% | +50.1% |
| YTD | -2.0% | -11.0% | +9.0% | -1.6% |
| 1Y | -6.0% | -2.1% | -3.9% | -7.6% |
| 3Y | +67.7% | +1.4% | +66.3% | +61.2% |
| 5Y | +78.8% | +36.2% | +42.6% | +54.7% |
| All | +235.4% | +206.4% | +28.9% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling